I know how to check hard disk integrity, and how to check RAM integrity (with live cd), but is there a way to check if others hardware is working well or is broken?
For example graphic card, audio card, etc.. ?
I'm not trying to check in an hardware works well with ubuntu (aka driver question), i need to check if an hardware is broken or not
In System->Administration->System Testing there are a set of tests that check your system. They might not cover every piece of hardware but they do a decent job of getting the basics, network, sound, etc.
You can test your sound stuff like this:
Completely contingent upon having working drivers though.
You can check the health of your hard drive with
System > Administration > Disk Utility